I have non-uniformly sampled data and I'm trying to look at its Power Spectral Density (PSD). For that, I looked at the Periodogram PSD estimate of an interpolated (with uniform sampling period) version of my data and compared it to the Lomb-Scargle PSD estimate of my original data.
I'm surprised to see that the resulting PSDs are different, especially for high frequencies, given that the interpolated data seems to follow quite well the original data. Now, I'm not sure which one should I trust!
I would appreciate it if anyone can explain why this difference and which one to use.
P.S: I found this related question For non-uniformly sampled data, how to decide whether interpolation or Lomb-Scargle periodogram is better? but no answers/comments were given.